Approximating multiple itô integrals with "band limited" processes (Q3681667): Difference between revisions

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+On the Approximation of Ito Integrals Using Band-Limited Processes
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+Multiple Integral Expansions for Nonlinear Filtering
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+Asymptotic theory of mixing stochastic ordinary differential equations
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+Semigroups of conditioned shifts and approximation of Markov processes
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